Solution

ID: past-exam-of-the-numerical-analysis-course-of-the-university-of-oxford/2023/3/a/solution

Integrate the ordinary differential equation across one step, using the fundamental theorem of calculus:
The midpoint quadrature rule approximates the integral by . Approximate the unknown midpoint state by the midpoint value of linear interpolation between the endpoint states:
Combining these approximations gives the implicit midpoint rule
It is an implicit time-stepping method because its new state occurs inside the evaluation of . An equivalent derivation uses a straight-line approximation on the step and imposes the ordinary differential equation at its midpoint, a one-stage collocation method.

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